| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | (15) | (9.7) | 28 | (6) | 2 | (10) | (36) | (1) | 90 |
| 60 | (4) | (3.3) | 41 | (1) | 4 | (6) | (36) | (1) | 93 |
| 120 | (1) | (0.8) | 47 | 0 | 7 | (7) | (36) | (1) | 92 |
| 250 | (1) | (0.6) | 45 | 0 | 10 | (9) | (48) | (2) | 87 |
| 500 | 1 | 0.3 | 44 | 0 | 12 | (9) | (59) | (2) | 84 |
| 760 | 0 | 0.1 | 43 | 0 | 11 | (8) | (59) | (3) | 82 |
| 1260 | 0 | 0.3 | 47 | 0 | 9 | (7) | (91) | (3) | 86 |
| 2520 | 1 | 0.5 | 48 | 0 | 10 | (9) | (91) | (6) | 88 |
| All | 1 | 0.7 | 50 | 0 | 10 | (9) | (91) | (6) | 89 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 0 | 0.2 | 0.2 | 0.6 | (0.1) | (0.1) | (0.1) | 0.3 | (0.2) | (0.4) | (0.1) | 0.1 | 0.5 | 0.1 | 47 | 235 | (0.5) | (1.7) | 0.4 | 0.2 |
| 2017 | (0.2) | 0 | (0.2) | (0.8) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | (1.2) | (2.4) | 45.3 | 92 | (0.4) | (1.3) | 0.3 | 0.1 |
| 2016 | 0 | 0.1 | 1.9 | 1.4 | 0.3 | (0.3) | (0.5) | 0.3 | 0.3 | (0.4) | 0 | 0.4 | 3.5 | 1.4 | 46.4 | 231 | (0.6) | (1.4) | 0.4 | 0.2 |
| 2015 | (0.4) | 0.2 | (0.4) | 1.9 | (0.2) | (0.3) | (0.3) | 0 | (0.1) | (0.7) | (0.1) | 0 | (0.4) | (0.2) | 43.8 | 224 | (0.5) | (2.1) | 0.3 | 0.1 |
| 2014 | 0.2 | 0.5 | (0.4) | 0 | 0.2 | 0.3 | (0.5) | (0.1) | (0.3) | (0.3) | (0.2) | (0.1) | (0.7) | (0.7) | 45.8 | 221 | (0.3) | (1.7) | 0.4 | 0.2 |
| 2013 | 0.5 | (0.5) | 0.3 | (0.4) | 0.2 | 0.1 | 0.5 | 0 | (0.5) | (0.3) | (0.2) | 0.1 | (0.2) | (0.1) | 49 | 248 | (0.9) | (1.7) | 0.4 | 0.2 |
| 2012 | (0.3) | 0.7 | (0.2) | 0 | (0.9) | (0.2) | 0.5 | 1.1 | (0.3) | (0.1) | 0 | 0 | 0.3 | 0.3 | 50.2 | 251 | (0.3) | (1.7) | 0.4 | 0.1 |
| 2011 | (0.3) | 0.5 | 1 | 0.5 | (0.4) | (0.4) | 0 | (0.4) | 0 | 0.7 | 0.5 | (0.1) | 1.6 | 0.8 | 49 | 255 | (0.4) | (1.6) | 0.3 | 0.1 |
| 2010 | (1) | 0.5 | 0.3 | 0 | (1.3) | 0 | 0.1 | (0.4) | 0.3 | 0 | (0.2) | 0.4 | (1.3) | (0.7) | 48.7 | 244 | (0.4) | (2.5) | 0.3 | 0.2 |
| 2009 | (2.1) | 0.1 | 0.9 | 0.2 | 2.3 | 0.4 | 0.5 | 0 | (0.5) | 1.1 | 0 | 0.5 | 3.4 | 1 | 52.4 | 237 | (0.8) | (3.2) | 0.4 | 0.2 |
| 2008 | (0.4) | 1 | 0.1 | 1.3 | 1.3 | 1 | (0.7) | (0.1) | (0.5) | (1) | (0.5) | 0.2 | 1.7 | 0.8 | 47.5 | 211 | (0.5) | (3.2) | 0.4 | 0.2 |
| 2007 | (0.3) | 0.5 | 0.2 | (0.6) | (1) | 0.8 | 1.1 | (0.4) | 1.5 | 1.1 | 0.3 | 0.8 | 4 | 2 | 56 | 252 | (0.4) | (1.6) | 0.3 | 0.2 |
| 2006 | 0.9 | (1.1) | 0.2 | 0.6 | (0.3) | 0 | (0.3) | (0.3) | (0.1) | (0.5) | 0.1 | (0.6) | (1.4) | (0.8) | 46 | 245 | (0.6) | (2.5) | 0.3 | 0.1 |
| 2005 | 0.7 | 0.2 | 0.8 | (0.9) | (0.1) | 0.5 | 0.8 | 1.1 | (0.5) | (0.8) | 0 | (0.2) | 1.6 | 0.6 | 52.5 | 227 | (0.5) | (2.1) | 0.4 | 0.2 |
| 2004 | 0.3 | 0.9 | 0.6 | 0.2 | 0.7 | (0.5) | 1.3 | (0.2) | 1.2 | 0.4 | 0 | (1) | 3.9 | 1.9 | 54.6 | 249 | (0.5) | (1.8) | 0.4 | 0.2 |
| 2003 | 0.8 | 1.6 | (1.1) | 0.1 | 0.9 | 0.6 | 0.1 | 0.1 | (0.6) | 0.3 | 0.4 | 0.6 | 3.8 | 1.7 | 54.9 | 255 | (0.5) | (1.8) | 0.4 | 0.2 |
| 2002 | 0.1 | 0.7 | 2.1 | 0.2 | (0.5) | 0.1 | 0.2 | 0.4 | 0.7 | (0.9) | 0.1 | 1.5 | 4.7 | 2.3 | 53.2 | 244 | (0.5) | (1.2) | 0.4 | 0.2 |
| 2001 | 0.9 | 0 | (0.6) | 0.3 | (0.1) | (0.1) | (0.1) | 0.2 | 0 | (0.4) | (0.4) | 0.4 | 0.1 | 0 | 49.8 | 255 | (0.4) | (2.4) | 0.3 | 0.1 |
| 2000 | 0.2 | 1.1 | (0.6) | (0.2) | 1.1 | 1 | (0.9) | 1.6 | (0.4) | (0.4) | 0.3 | (0.7) | 2.1 | 0.9 | 49.8 | 244 | (0.7) | (2.4) | 0.3 | 0.2 |